The present disclosure pertains to exercise devices that may be configured to have one or more exercise weights inserted to change the total weight of the exercise device, such as variable weight kettlebells. Previous versions of variable weight kettlebells, such as those described in U.S. Pat. Nos. 7,563,208 and 7,052,445 have discontinuous outer surfaces, which makes the device unsuitable for exercises in which the kettlebell may come in contact with user's arm (e.g., “Turkish get-ups”, “kettlebell snatches”, etc.). Another issue with existing adjustable weight kettlebells is that as weights are added, the center of gravity of the device changes (as shown, for example, in U.S. Pat. No. 7,563,208), which makes it difficult to learn how to swing and move the device consistently as the weight of the device is changed. Other devices, such as those described in U.S. Pat. Nos. 6,387,022 and 7,381,157, require the user to partially disassemble the device in order to insert the weights. In addition, previous variable weight kettlebell inventions (e.g., U.S. Pat. No. 7,491,157 and U.S. Pat. Application No. US20130244843 A1) have weights added from the bottom or side of the kettlebell, which results in potential danger of the weights being ejected from the kettlebell when it is swung. Therefore, a need exists for a variable weight kettlebell exercise device that eliminates the aforementioned issues.